CME Euro FX (E) Future March 2021
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1710 |
1.1717 |
0.0008 |
0.1% |
1.1890 |
| High |
1.1732 |
1.1730 |
-0.0002 |
0.0% |
1.1919 |
| Low |
1.1673 |
1.1658 |
-0.0015 |
-0.1% |
1.1658 |
| Close |
1.1712 |
1.1668 |
-0.0044 |
-0.4% |
1.1668 |
| Range |
0.0059 |
0.0072 |
0.0013 |
22.0% |
0.0261 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
294 |
332 |
38 |
12.9% |
2,057 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1901 |
1.1857 |
1.1708 |
|
| R3 |
1.1829 |
1.1785 |
1.1688 |
|
| R2 |
1.1757 |
1.1757 |
1.1681 |
|
| R1 |
1.1713 |
1.1713 |
1.1675 |
1.1699 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1679 |
| S1 |
1.1641 |
1.1641 |
1.1661 |
1.1627 |
| S2 |
1.1613 |
1.1613 |
1.1655 |
|
| S3 |
1.1541 |
1.1569 |
1.1648 |
|
| S4 |
1.1469 |
1.1497 |
1.1628 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2531 |
1.2361 |
1.1812 |
|
| R3 |
1.2270 |
1.2100 |
1.1740 |
|
| R2 |
1.2009 |
1.2009 |
1.1716 |
|
| R1 |
1.1839 |
1.1839 |
1.1692 |
1.1794 |
| PP |
1.1748 |
1.1748 |
1.1748 |
1.1726 |
| S1 |
1.1578 |
1.1578 |
1.1644 |
1.1533 |
| S2 |
1.1487 |
1.1487 |
1.1620 |
|
| S3 |
1.1226 |
1.1317 |
1.1596 |
|
| S4 |
1.0965 |
1.1056 |
1.1524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1919 |
1.1658 |
0.0261 |
2.2% |
0.0083 |
0.7% |
4% |
False |
True |
411 |
| 10 |
1.1952 |
1.1658 |
0.0294 |
2.5% |
0.0077 |
0.7% |
3% |
False |
True |
488 |
| 20 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0081 |
0.7% |
2% |
False |
True |
306 |
| 40 |
1.2061 |
1.1658 |
0.0403 |
3.4% |
0.0083 |
0.7% |
2% |
False |
True |
171 |
| 60 |
1.2061 |
1.1289 |
0.0772 |
6.6% |
0.0081 |
0.7% |
49% |
False |
False |
120 |
| 80 |
1.2061 |
1.1248 |
0.0813 |
7.0% |
0.0081 |
0.7% |
52% |
False |
False |
96 |
| 100 |
1.2061 |
1.0854 |
0.1207 |
10.3% |
0.0076 |
0.6% |
67% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2036 |
|
2.618 |
1.1918 |
|
1.618 |
1.1846 |
|
1.000 |
1.1802 |
|
0.618 |
1.1774 |
|
HIGH |
1.1730 |
|
0.618 |
1.1702 |
|
0.500 |
1.1694 |
|
0.382 |
1.1686 |
|
LOW |
1.1658 |
|
0.618 |
1.1614 |
|
1.000 |
1.1586 |
|
1.618 |
1.1542 |
|
2.618 |
1.1470 |
|
4.250 |
1.1352 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1694 |
1.1712 |
| PP |
1.1685 |
1.1697 |
| S1 |
1.1677 |
1.1683 |
|